+44.9%
GOOGL vs SNAP
-25.5%
+70.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +1.5% | -0.4% | +0.8% |
| 30D | -4.4% | +1.9% | -6.3% | -5.1% |
| 3M | -6.8% | -3.9% | -2.9% | -7.1% |
| 6M | +13.6% | +5.2% | +8.3% | +9.9% |
| YTD | +8.3% | -32.7% | +41.0% | +7.5% |
| 1Y | +44.9% | -24.8% | +69.7% | +44.2% |
| All | +44.9% | -25.5% | +70.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling